Editorial Reviews. From the Back Cover. November 11th saw a landmark event take place inLondon. As the first conference designed for quants by quants .
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Learn more about Amazon Prime. November 11th saw a landmark event take place in London. As the first conference designed for quants by quants the Quantitative Finance Review , moved away from the anonymous bazaars that have become the norm, and instead delivered valuable information to market practitioners with the greatest interest. The roster of speakers was phenomenal, ranging from founding fathers to bright young things, discussing the latest developments, with a specific emphasis on the burgeoning field of credit derivatives. You really had to be there. Until now, at least.
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The Best of Wilmott 1: Including the latest research from Quantitative Finance Review contains these first-class articles, originally presented at the QFR , along with a collection of selected technical papers from Wilmott magazine. In publishing this book we hope to share some of the great insights that, until now, only delegates at QFR were privy to, and give you some idea why Wilmott magazine is the most talked about periodical in the market. The articles cover a wide range of topics: Read more Read less. Kindle Cloud Reader Read instantly in your browser.
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Paul Wilmott Introduces Quantitative Finance 2e +CD Wilmott
Product details File Size: In for the Count Dan Tudball. A Perspective on Quantitative Finance: Models for Beating the Market Ed Thorp. Psychology in Financial Markets Henriette Prast. Taken to the Limit: Sovereign Debt Default Risk: Chord of Association Aaron Brown.
Selmi and Jean-Philippe Bouchaud. On Exercising American Options: Managing Smile Risk Patrick S. Hagan, Deep Kumar, Andrew S. Quantitative finance is a rewarding real-world application of mathematics. This title looks at some of the most important aspects of financial engineering, and considers them from both theoretical and practical points of view. The Team at Wilmott is very proud to present this compilation of Wilmott magazine articles and presentations from our second year.
The Best of Wilmott 1
We have selected some of the very best in cutting-edge research, and the most illuminating of our regular columns. The technical papers include state-of-the-art pricing tools and models. You'll notice there's a bias towards volatility modelling in the book. Of course, it's one of my favourite topics, but volatility is also the big unknown as far as pricing and hedging is concerned.
We present research in this area from some of the best newcomers in this field. You'll see ideas that make a mockery of 'received wisdom,' ideas that are truly paradigm shattering - for we aren't content with a mere 'shift. Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real-world' mathematics.
In this book the authors describe the modelling of financial derivative products from an applied mathematician's viewpoint, from modelling through analysis to elementary computation. A unified approach to modelling derivative products as partial differential equations is presented, using numerical solutions where appropriate.
Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra. Over exercises are included.